| 2 Year Treasury Note Future June 26
| - | 3.26% | - | - | 85 |
| United States Treasury Bonds 2.5%
| - | 2.63% | - | - | 19,843,000 |
| United States Treasury Bonds 1.375%
| - | 2.42% | - | - | 26,100,400 |
| United States Treasury Bonds 4.25%
| - | 2.11% | - | - | 12,432,100 |
| 5 Year Treasury Note Future June 26
| - | 1.91% | - | - | 95 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.68% | - | - | 9,612,048 |
| United States Treasury Bonds 3.375%
| - | 1.64% | - | - | 11,040,600 |
| Federal Home Loan Mortgage Corp. 5%
| - | 1.58% | - | - | 8,570,767 |
| Federal Home Loan Mortgage Corp. 3.5%
| - | 1.56% | - | - | 8,663,212 |
| Federal National Mortgage Association 2.5%
| - | 1.47% | - | - | 9,148,491 |